+653.3%
GE vs MSFU
+95.0%
+558.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.4% |
| 7D | +5.4% | +4.0% | +1.3% | +4.6% |
| 30D | +9.6% | -2.3% | +12.0% | +9.8% |
| 3M | -7.7% | +7.1% | -14.8% | -9.1% |
| 6M | +14.0% | +48.9% | -34.9% | +5.2% |
| YTD | +10.2% | +2.4% | +7.7% | +8.2% |
| 1Y | +8.9% | -8.1% | +17.0% | +9.8% |
| 3Y | +273.7% | +25.2% | +248.5% | +233.5% |
| All | +653.3% | +95.0% | +558.3% | +512.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling